NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 8,560 8,450 -110 -1.3% 8,630
High 8,575 8,450 -125 -1.5% 8,680
Low 8,465 8,260 -205 -2.4% 8,260
Close 8,500 8,265 -235 -2.8% 8,265
Range 110 190 80 72.7% 420
ATR 62 75 13 20.4% 0
Volume 55 494 439 798.2% 697
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 8,895 8,770 8,370
R3 8,705 8,580 8,317
R2 8,515 8,515 8,300
R1 8,390 8,390 8,283 8,358
PP 8,325 8,325 8,325 8,309
S1 8,200 8,200 8,248 8,168
S2 8,135 8,135 8,230
S3 7,945 8,010 8,213
S4 7,755 7,820 8,161
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 9,662 9,383 8,496
R3 9,242 8,963 8,381
R2 8,822 8,822 8,342
R1 8,543 8,543 8,304 8,473
PP 8,402 8,402 8,402 8,366
S1 8,123 8,123 8,227 8,053
S2 7,982 7,982 8,188
S3 7,562 7,703 8,150
S4 7,142 7,283 8,034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,680 8,260 420 5.1% 106 1.3% 1% False True 140
10 8,745 8,260 485 5.9% 79 1.0% 1% False True 77
20 9,275 8,260 1,015 12.3% 48 0.6% 0% False True 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 9,258
2.618 8,948
1.618 8,758
1.000 8,640
0.618 8,568
HIGH 8,450
0.618 8,378
0.500 8,355
0.382 8,333
LOW 8,260
0.618 8,143
1.000 8,070
1.618 7,953
2.618 7,763
4.250 7,453
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 8,355 8,418
PP 8,325 8,367
S1 8,295 8,316

These figures are updated between 7pm and 10pm EST after a trading day.

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